Syntax Stratified US Total Market ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 3.24 | |
| 0.0000 | 0.00 | |
| 0.9458 | 244.46 | |
| 0.0867 | 8.44 |
Estimation Period:
Mar 19, 2021 to Sep 27, 2024
Mar 19, 2021 to Sep 27, 2024
News Impact Curve
Volatility Forecasts
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